v0.3.0
This update again increases the speed of the regressor training a lot (10x-20x). In most cases, the learning should not take more than a few minutes anymore. This is achieved by separating the LinAlg solver from the regressor (1ffa80e), using a PartialPivLU decomposition (c7ef596) and finally we set PartialPivLUSolver as the default (02b4a47). The main thing that matters now is only how fast the projection/feature extraction is.
Additionally, the PartialPivLUSolver can run in parallel if compiled with -fopenmp
(gcc/clang) or /openmp
(VS).
I posted an analysis of Eigen's different methods to solve linear system of equations on my blog.